+419.8%
TXN vs UEC
+885.8%
-466.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.2% | +9.0% | +4.5% |
| 7D | +4.0% | -9.4% | +13.4% | +5.2% |
| 30D | -2.9% | -8.0% | +5.2% | -2.1% |
| 3M | -9.1% | -1.7% | -7.4% | -9.3% |
| 6M | +36.6% | -26.1% | +62.8% | +39.9% |
| YTD | +57.5% | -10.5% | +68.0% | +56.4% |
| 1Y | +49.5% | -13.3% | +62.8% | +47.1% |
| 3Y | +76.5% | +116.4% | -39.8% | +46.7% |
| 5Y | +62.4% | +225.5% | -163.2% | +18.8% |
| All | +419.8% | +885.8% | -466.1% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling